Checking if your kit is complete...
Looks good
Note (probably harmless): No library found for -lneural
Writing Makefile for AI::LibNeural
cp LibNeural.pm blib/lib/AI/LibNeural.pm
AutoSplitting blib/lib/AI/LibNeural.pm (blib/lib/auto/AI/LibNeural)
/home/cpanrun/build/5.6.1/bin/perl -I/home/cpanrun/build/5.6.1/lib/5.6.1/i686-linux-thread-multi -I/home/cpanrun/build/5.6.1/lib/5.6.1 /home/cpanrun/build/5.6.1/lib/5.6.1/ExtUtils/xsubpp  -C++ -typemap /home/cpanrun/build/5.6.1/lib/5.6.1/ExtUtils/typemap -typemap ./typemap -typemap typemap LibNeural.xs > LibNeural.xsc && mv LibNeural.xsc LibNeural.c
Please specify prototyping behavior for LibNeural.xs (see perlxs manual)
g++ -c  -DUSE_REENTRANT_API -D_GNU_SOURCE -D_REENTRANT -fno-strict-aliasing -D_LARGEFILE_SOURCE -D_FILE_OFFSET_BITS=64 -O2   -DVERSION=\"0.02\" -DXS_VERSION=\"0.02\" -fpic -I/home/cpanrun/build/5.6.1/lib/5.6.1/i686-linux-thread-multi/CORE  LibNeural.c
LibNeural.xs:37: nnwork.h: No such file or directory
LibNeural.xs:38: neuron.h: No such file or directory
make: *** [LibNeural.o] Error 1